Mixture of Student t Distributions using Importance Sampling and Expectation Maximization

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Documentation for package ‘MitISEM’ version 1.2

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MitISEM-package Mixture of Student t Distributions using Importance Sampling and Expectation Maximization
dmvgt General student t distribution
isMit The 'mit' object
MargLik Marginal Likelihood calculation using Importance Sampling and mixture of Student-t densities as candidate
MitISEM Mixture of Student-t distributions using Importance Sampling weighted Expectation Maximization steps
PredLik Predictive Likelihood calculation using Importance Sampling and mixture of Student-t densities as candidate
rmvgt General student t distribution
SeqMitISEM Sequential approximation using Mixture of Student-t distributions using Importance Sampling weighted Expectation Maximization steps